[R-package] Add CUDA support for CRAN package

[StrikerRUS]

Summary

#3188 added an installation strategy for the R package that is compliant with CRAN's restrictions.

Description

The goal of this issue is to be able to build the CRAN package for CUDA, like this:

sh build-cran-package.sh
R CMD INSTALL \
    --configure-args='--enable-cuda' \
    lightgbm_2.3.2.tar.gz

Some basic thoughts about how to implement it can be found in #3206.

[StrikerRUS]

Closed in favor of being in #2302. We decided to keep all feature requests in one place.

Welcome to contribute this feature! Please re-open this issue (or post a comment if you are not a topic starter) if you are actively working on implementing this feature.